+911.8%
ON vs PBF
+258.1%
+653.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.2% | +6.0% | +1.8% |
| 7D | -4.1% | -15.3% | +11.2% | -0.6% |
| 30D | -10.2% | -21.8% | +11.6% | -5.6% |
| 3M | -12.7% | -0.2% | -12.5% | -13.5% |
| 6M | -32.5% | +63.6% | -96.1% | -40.8% |
| YTD | +28.6% | +147.5% | -119.0% | -0.2% |
| 1Y | +43.4% | +69.8% | -26.4% | +20.8% |
| 3Y | +3.3% | +65.3% | -62.0% | -17.2% |
| 5Y | +22.5% | +393.4% | -370.9% | -29.3% |
| 10Y | +535.7% | +240.3% | +295.4% | +221.9% |
| All | +911.8% | +258.1% | +653.7% | +360.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PBF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling